In the news just this morning I saw that L.L. Bean is sueing some outfit which pops up unrelated ads anytime the user navigates to the LL Bean web site.
There are two little programs that will help prevent this from happening again. AdAware, and SpyBot.
http://www.lavasoftusa.com/software/adaware/ for AdAware
http://www.safer-networking.org/index.php?page=download for SpyBot 1.3
These are scanners that you have to run every so often, and they will find rogue programs that have been inadvertently downloaded to your machine.